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Book Estimation of Permanent and Transitory Response Functions in Panel Data

Download or read book Estimation of Permanent and Transitory Response Functions in Panel Data written by Lee A. Lillard and published by . This book was released on 1979 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book The Econometrics of Panel Data

Download or read book The Econometrics of Panel Data written by László Mátyás and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 944 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Edwin Kuh (1959), Yair Mundlak (1961), Irving Hoch (1962), and Pietro Balestra and Marc Nerlove (1966), the pooling of cross sections and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and pro bit models, latent variable models, duration and count data models, incomplete panels and selectivity bias, point processes, and simulation techniques.

Book Time Series and Panel Data Econometrics

Download or read book Time Series and Panel Data Econometrics written by M. Hashem Pesaran and published by Oxford University Press. This book was released on 2015 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual. It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.

Book Background Paper

    Book Details:
  • Author : United States. National Commission on Employment and Unemployment Statistics
  • Publisher :
  • Release : 1978
  • ISBN :
  • Pages : 692 pages

Download or read book Background Paper written by United States. National Commission on Employment and Unemployment Statistics and published by . This book was released on 1978 with total page 692 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Work Time and Employment

    Book Details:
  • Author : United States. National Commission for Manpower Policy
  • Publisher :
  • Release : 1979
  • ISBN :
  • Pages : 456 pages

Download or read book Work Time and Employment written by United States. National Commission for Manpower Policy and published by . This book was released on 1979 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book The Econometrics of Panel Data

Download or read book The Econometrics of Panel Data written by and published by . This book was released on 1978 with total page 764 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Labor Supply and Public Policy

Download or read book Labor Supply and Public Policy written by Michael C. Keeley and published by Elsevier. This book was released on 2013-09-11 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: Labor Supply and Public Policy: A Critical Review deals with the theoretical and empirical econometric research done on the determinants of labor supply and with the effects of public policies on labor supply. This book reviews the various estimates made from studies concerning the economics of labor supply and evaluates the econometric methods that these studies have used. This text also analyzes the labor-supply phenomena, the costs of the different public programs, as well as, the implications of the empirical findings of these studies. The emphasis is on empirical research: many policies that are made depend on the scale of changes in the wage rates and non-market (household) income on hours of work. This book also focuses more on the determinants of the allocation of time between the market and household sectors. The text notes that by using the means of the estimates in the different studies under review, the labor-supply response to public policies involving net wages or income, shows a substantial (but not overwhelming) reaction. This book then correlates this finding with the tax and transfer programs, such as food stamps, unemployment insurance, AFDC (aid to families with dependent children), and NIT (negative income tax). This book is suitable for economists, social workers, and policy makers who are involved in social services, community development, welfare, taxation, labor, and employment.

Book Income Distribution

Download or read book Income Distribution written by François Bourguignon and published by Psychology Press. This book was released on 2001 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a comprehensive collection of critical essays on The Taming of the Shrew, and includes extensive discussions of the play's various printed versions and its theatrical productions. Aspinall has included only those essays that offer the most influential and controversial arguments surrounding the play. The issues discussed include gender, authority, female autonomy and unruliness, courtship and marriage, language and speech, and performance and theatricality.

Book Longitudinal Surveys and Labor Market Analysis

Download or read book Longitudinal Surveys and Labor Market Analysis written by Edward D. Kalachek and published by . This book was released on 1978 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Data Collection  Processing  and Presentation

Download or read book Data Collection Processing and Presentation written by United States. National Commission on Employment and Unemployment Statistics and published by . This book was released on 1980 with total page 612 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Empirical Studies of Earnings Mobility

Download or read book Empirical Studies of Earnings Mobility written by A. Atkinson and published by Taylor & Francis. This book was released on 2013-07-04 with total page 165 pages. Available in PDF, EPUB and Kindle. Book excerpt: Do individuals keep the same place on the earnings scale, or is there a great deal of mobility? This volume discusses the empirical studies of this issue.

Book Counting the Labor Force  Data collection  processing and presentation  national and local

Download or read book Counting the Labor Force Data collection processing and presentation national and local written by United States. National Commission on Employment and Unemployment Statistics and published by . This book was released on 1979 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Counting the labor force

Download or read book Counting the labor force written by United States. National Commission on Employment and Unemployment Statistics and published by . This book was released on 1979 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book The Rand Paper Series

Download or read book The Rand Paper Series written by and published by . This book was released on 1979 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Panel Data Econometrics

Download or read book Panel Data Econometrics written by Mike Tsionas and published by Academic Press. This book was released on 2019-06-19 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: Panel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made. - Provides a vast array of empirical applications useful to practitioners from different application environments - Accompanied by extensive case studies and empirical exercises - Includes empirical chapters accompanied by supplementary code in R, helping researchers replicate findings - Represents an accessible resource for diverse industries, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts

Book Accounting for Race and Sex Differences in Earnings and Other Analyses of the First Nine Years of the Panel Study of Income Dynamics

Download or read book Accounting for Race and Sex Differences in Earnings and Other Analyses of the First Nine Years of the Panel Study of Income Dynamics written by University of Michigan. Survey Research Center and published by . This book was released on 1978 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Publications

    Book Details:
  • Author : University of Michigan. Institute for Social Research
  • Publisher :
  • Release : 1991
  • ISBN :
  • Pages : 434 pages

Download or read book Publications written by University of Michigan. Institute for Social Research and published by . This book was released on 1991 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: